+6.0%
BSX vs FAST
+100.5%
-94.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.6% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | -2.1% | +5.8% | -7.9% | -3.5% |
| 6M | -33.8% | +8.0% | -41.8% | -35.2% |
| YTD | -49.9% | +25.6% | -75.5% | -53.1% |
| 1Y | -55.4% | +0.8% | -56.3% | -55.8% |
| 3Y | -10.9% | +86.1% | -97.0% | -28.0% |
| All | +6.0% | +100.5% | -94.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling